The following pages link to (Q4355974):
Displaying 50 items.
- Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Differential methylation tests of regulatory regions (Q306646) (← links)
- Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming (Q364501) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- Sieve-based confidence intervals and bands for Lévy densities (Q453294) (← links)
- Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Minimax estimation of the conditional cumulative distribution function (Q541768) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- On the number of groups in clustering (Q645416) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery (Q711050) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- Optimal adaptive estimation of a quadratic functional (Q869971) (← links)
- Regularization in statistics (Q882931) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- Parallel implementation of wavelet-based image denoising on programmable PC-grade graphics hardware (Q985586) (← links)
- SPADES and mixture models (Q988014) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes (Q1307108) (← links)
- Wedgelets: Nearly minimax estimation of edges (Q1568303) (← links)
- Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
- Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
- Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence (Q1746564) (← links)
- Model selection for Gaussian regression with random design (Q1763101) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Minimax estimation via wavelet shrinkage (Q1807105) (← links)
- Density estimation by wavelet thresholding (Q1816600) (← links)
- Mixing strategies for density estimation. (Q1848770) (← links)
- Convergence rates of posterior distributions. (Q1848786) (← links)
- Adaptive estimation of a quadratic functional by model selection. (Q1848826) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- M-estimation using penalties or sieves (Q1866217) (← links)
- About the constants in Talagrand's concentration inequalities for empirical processes. (Q1872144) (← links)
- Adaptive estimation of linear functionals in functional linear models (Q1933354) (← links)
- Selecting the length of a principal curve within a Gaussian model (Q1951117) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Adaptive estimation of linear functionals by model selection (Q1951783) (← links)
- Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804) (← links)
- Cumulative distribution function estimation under interval censoring case 1 (Q1951965) (← links)
- General oracle inequalities for model selection (Q1951973) (← links)
- Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
- Minimax bounds for Besov classes in density estimation (Q2044410) (← links)
